There aren't a lot of songs that I can recall the first time I heard them, but this is the only exception.
I was sitting in my basement watching tv and flipping through the channels, when this music video came during the credits of some show. Something about the song struck me and I ran up stairs to my computer to look it up on itunes.
It ended up being "Famous Last Words" by My Chemical Romance. The more I listened to it, the more I could relate to its lyrics "I am not afraid to walk this world alone." I was going through this rough period of my life, where I constantly felt lonely and this song really helped me to keep going on strong. It helped me believe that there was something better ahead and that it was ok feel lonely, that I wasn't the only person who felt lonely.
I also interpreted it as "It's ok to stray from the crowd and be different", which is something that can make you lonely but ultimately helps you become a stronger person.
Recently, I went to a My Chemical Romance concert with my friends. It's been quite a few years since I first heard "Famous Last Words" and my life has changed drastically for the better. I no longer feel lonely and now have friends that I can truly trust in and believe in, who equally believ in me. I went into the concert, not expecting them to play "Famous Last Words" and to focus more on their new material from the Danger Days album. So I was shocked when they started playing "Famous Last Words"...I can't even describe all the feeling I felt as I looked at Gerard Way singing a song that meant so incredibly much to me.
In a way, you can say that song saved me.
In case you want to see the music video, here's the link:
http://www.youtube.com/watch?v=8bbTtPL1jRs
...and here's a photo I got of Gerard sing that song:
http://rubberduck4lunch.deviantart.com/#/d3fwzck
(you can see the un-croped version on my da account here:
http://rubberduck4lunch.deviantart.com/#/d3g2odz )